I hate Windows. I hate Microslop. I've hated them forever. Not using Windows helps, but I still have to deal with the consequences of everyone else using it!
What I hate most is people absolutely terrified of a *nix terminal, while willing to work around Windows problems via command prompt or messing with the goddamn fucking registry, which is just bloody ridiculous, why not just use fucking config files... but that's a rant for another time - and people looking at this kind of chatbot interface like cutting edge modern technology when it's actually just a CLI that doesn't fucking work. We had these at the dawn of personal computing, except that those ones worked and gave the same response to the same command every time! Look, I don't like using a terminal either, but at least be honest and consistent about it, people.
You can check game compatibility on ProtonDB and anticheat enabled games that support Linux on Are We Anti-Cheat Yet?
You can create a Windows USB install from Linux, but it's easier to just make one from Windows before formatting.
Dual booting does work, but I would advise you to have two boot partitions, one for Linux and one for Windows, the reason is that while you can just use a single boot partition for both, Windows is a piece of shit that will mess with your boot entries and delete the Linux entry after an update, forcing you to fix it manually which last I tried was hard to do from Windows.
Yeah, I honestly don't particularly trust those lists, but... Probably should. If I switch over there's no way I'm dual booting, apart from anything else I only have like 500gb internal storage. I'd sooner just jump over entirely, I spent a few years running Linux exclusively at home in the early 2000s so I feel confident I could do it.
These sites tend to be good, ProtonDB is comprised of community reports, but tends to be accurate, I think I only found like 1 or 2 games long ago that didn't run and didn't have an accurate reporting.
That's cool! I only started messing with Linux in 2018 and from there to today shit is already a lot different, I can only imagine how much different it must be compared to the 2000s.
You didn't ask, but since you want to game on it, I would suggest you take a look into "gaming ready" distros like Bazzite, Nobara and CachyOS. I personally use Bazzite, but have used Nobara before. Also, depending on your laptop's GPU you might want to test before going all in, I say that because on the Nvidia side, any card before the 1000 series will have horrible DX12 -> Vulkan performance because of a hardware limitation, I know that because I have one laptop with a 960M iirc that's also running Bazzite, tho those tend to be newer games that wouldn't run well on that card anyway.
Annoyingly, you cannot just flash the Wiindows installer .iso image to a USB like any other .iso image. There is a tool called WoeUSB for this though, which does essentially what the Windows installation media tool does on Windows.
I remember having to use WoeUSB once, that's definitely something that needs to be easier to do under Linux, even if there shouldn't be a reason to go back to Windows lol. There's multiple apps to do this, like Balena Etcher, Fedora Media Writer and Ventoy, yet only WoeUSB can create a Windows installation USB.